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9890 Commits

Author SHA1 Message Date
Matthias
914eccecec Merge branch 'develop' into pr/wizrds/7303 2022-09-20 06:56:15 +02:00
Matthias
3274bb0751 Remove msgpack for now 2022-09-20 06:55:22 +02:00
robcaulk
b5fd11f91b protect against unforeseen issues in scanning thread 2022-09-19 21:18:31 +02:00
Matthias
703bcc099a Fix list-pair regex to also support 1INCH/USDT 2022-09-19 20:32:54 +02:00
Matthias
eb9ac9cbda add --exchange to convert-trade-data 2022-09-19 20:29:28 +02:00
robcaulk
42c75b4a7b combine log messages 2022-09-19 19:16:32 +02:00
Robert Caulk
9b66297cc0
Fix append 2022-09-19 12:47:20 +02:00
Robert Caulk
995396c775
Add useful log info 2022-09-19 11:42:56 +02:00
Robert Caulk
ad652817ef
Ensure train ordering after restart 
Ensure lowest timestamps get trained first after restart
 2022-09-19 11:11:23 +02:00
Robert Caulk
f9460c80c2
Merge pull request #7434 from freqtrade/improve-train-queue 
improve train queue system in FreqAI
 2022-09-19 10:55:53 +02:00
Matthias
ea58c29ded Add plot_feature_importance to schema definition 2022-09-19 08:13:54 +00:00
Matthias
225f7cd5f8
Merge pull request #7431 from initrv/add-plot-feature-importance 
Add plot feature importance
 2022-09-19 08:41:10 +02:00
Matthias
4a0a0c307c Use json_load to load leverage tiers 2022-09-19 07:23:26 +02:00
Matthias
d930931000 Bring back sleep - it'll ensure we give up control over the thread. 2022-09-19 07:14:33 +02:00
Matthias
8116ca847b move trades_get_pairs to parent class 2022-09-18 19:40:03 +02:00
Matthias
a06eee300a move ohlcv_get_pairs to parent class 2022-09-18 19:36:23 +02:00
Matthias
584b2381d1 Fix Imports 2022-09-18 19:36:11 +02:00
robcaulk
470d5d8405 ensure full new pairlist is in the queue 2022-09-18 17:08:07 +02:00
robcaulk
eaa43337d2 improve train queue system, ensure crash resilience in train queue. 2022-09-18 17:00:55 +02:00
robcaulk
95457d23ca escape freqai-specific characters from file naming 2022-09-18 13:59:30 +02:00
Matthias
994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias
667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
robcaulk
188f75d8ec set model in models dict 2022-09-18 12:50:44 +02:00
Matthias
9f23588154 strategy template - remove pointless noqa's 2022-09-18 08:58:33 +02:00
Matthias
7a73adb955 Improve default strategy template 2022-09-18 08:57:26 +02:00
Matthias
faf84295a5 Separate strategy subtemplates for better overview 2022-09-18 08:52:53 +02:00
Matthias
ab78fb373a Improve freqAI strategy formatting and readability 2022-09-18 08:45:24 +02:00
Matthias
4634936265 additional support for --data-dir 2022-09-18 08:39:03 +02:00
Matthias
fa3d4b58ab Revert unnecessary formatting 2022-09-18 08:30:59 +02:00
Robert Caulk
bdeb2f9c6a
Merge branch 'develop' into add-plot-feature-importance 2022-09-18 00:02:46 +02:00
robcaulk
1ef875901a maintian user privacy by keeping plotly offline 2022-09-18 00:01:42 +02:00
robcaulk
68f7a31504 ensure continued operation despite not being able to plot 2022-09-18 00:00:14 +02:00
robcaulk
2c23effbf2 allow plot to plot multitargets, add test 2022-09-17 19:17:44 +02:00
initrv
1c92734f39 simplify plot_feature_importance call 2022-09-17 18:53:43 +03:00
Matthias
063511826c Update stoploss on exchange logic 
closes #7424
 2022-09-17 17:11:00 +02:00
Matthias
9f266cbcb2 Allow safe_price for market stop orders 2022-09-17 17:11:00 +02:00
Matthias
ca6dec3d4c Binance spot also allows market orders 
closes #7426
 2022-09-17 17:11:00 +02:00
Matthias
8639c1f23d Reduce complexity in binance stoploss handling 2022-09-17 17:11:00 +02:00
Matthias
93237efc15
Merge pull request #7428 from freqtrade/informative_freqai 
Informative freqai
 2022-09-17 16:44:28 +02:00
Matthias
4182a7891a Allow leverage tier cache to be 4 weeks old. 
we've seen from binance that it's not changing this often.
 2022-09-17 10:41:48 +02:00
Matthias
6682ae35b3 Update cached binance_leverage_tiers 2022-09-17 10:37:47 +02:00
Matthias
10ec681b30 Clean up no longer needed informative sample code 2022-09-17 10:19:46 +02:00
Matthias
0aada271ca Move informative_pairs for freqAI to backend 2022-09-17 10:17:22 +02:00
Timothy Pogue
4422ac7f45 constrain port in config, catch value error 2022-09-16 19:22:24 -06:00
initrv
86aa875bc9 plot features as html instead of png 2022-09-16 21:47:12 +03:00
initrv
b707a6da35 Add ability to plot feature importance 2022-09-16 19:17:41 +03:00
Matthias
e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount 
closes #7423
 2022-09-16 13:24:20 +00:00
Timothy Pogue
b0b575ead9 change json serialize to split orient 2022-09-16 00:02:27 -06:00
Timothy Pogue
efaef68ad7 Merge branch 'develop' into feat/externalsignals 2022-09-15 18:09:25 -06:00
Timothy Pogue
7d1645ac20 fix tests and warning message 2022-09-15 17:54:31 -06:00
Timothy Pogue
8e75852ff3 fix constants, update config example, add emc config validation 2022-09-15 11:12:05 -06:00
Timothy Pogue
6126925dbe message size limit in mb, default to 8mb 2022-09-14 16:42:14 -06:00
Timothy Pogue
aed19ff6ce fix The future belongs to a different loop error 2022-09-13 19:17:12 -06:00
initrv
37dd22c89e Fixed a bug that prevents clearing old models 
Corrects the error of clearing old models when the model directory contains directories with names that do not match a regular expression
 2022-09-14 03:40:13 +03:00
Timothy Pogue
06350a13cb support specifying message size in emc config 2022-09-13 16:39:53 -06:00
Timothy Pogue
d75d5a7dad debug ping error message 2022-09-13 16:06:25 -06:00
Matthias
7a98775f01 Version bump apiVersion 2022-09-13 22:07:59 +02:00
Matthias
d2abc9417f Simplify ws imports 2022-09-13 20:51:13 +02:00
Matthias
79c70bd52d use WebSocketState from fastapi 
available since 0.82.0
 2022-09-13 20:50:12 +02:00
Timothy Pogue
07aa206f71 real fix for reconnecting 2022-09-13 12:36:40 -06:00
Timothy Pogue
6d0dfd4dc8 continue trying connect on ping error 2022-09-13 12:27:41 -06:00
Robert Caulk
26441820a9
Merge pull request #7390 from aemr3/add-xgboostclassifier 
Add XGBoostClassifier
 2022-09-12 23:38:04 +02:00
Timothy Pogue
bf2e5dee75 add running false on shutdown, fix dp typing 2022-09-12 14:21:39 -06:00
Timothy Pogue
0697041f14 remove copy statement where not needed 2022-09-12 14:09:12 -06:00
Timothy Pogue
c19a5fbe06 copy data being transferred, remove debug messages in emc 2022-09-12 13:57:29 -06:00
Matthias
b6434040de Remove plain json serializer implementation 2022-09-12 20:24:28 +02:00
Matthias
867d59b930 Improve type specifitivity 2022-09-12 20:00:01 +02:00
Matthias
0052e58917 emc: Fix potential startup timing issue 2022-09-12 19:50:22 +02:00
Timothy Pogue
a477b3c244 remove log line, fix tests to not connect to actual ip 2022-09-12 10:45:59 -06:00
Timothy Pogue
10852555e5 change verbosity of testing log 2022-09-12 09:53:47 -06:00
Timothy Pogue
457075b823 one more line 2022-09-12 07:47:30 -06:00
Timothy Pogue
d6205e6cfb test logging lines 2022-09-12 07:36:11 -06:00
Timothy Pogue
85b43a7c34 Merge branch 'develop' into feat/externalsignals 2022-09-12 07:28:08 -06:00
Matthias
715a71465d Fix auth bug when no token is set 2022-09-12 07:28:31 +02:00
Timothy Pogue
5483cf21f6 remove default secret_ws_token, set timeout min to 0 2022-09-11 11:42:13 -06:00
Matthias
982c0315fa Rename variable 2022-09-11 19:31:11 +02:00
Matthias
72d197a99d Run first epoch in non-parallel mode 
this allows dataprovider to load it's cache.

closes #7384
 2022-09-11 17:51:07 +02:00
Matthias
78cd46ecd5 hyperopt Remove unnecessary arguments 2022-09-11 14:59:39 +02:00
Matthias
32e13d65c3 Refactor hyperopt to extract evaluate_result 2022-09-11 14:59:39 +02:00
Matthias
a48923c0e4 Extract widget colorization to separate function 2022-09-11 14:59:39 +02:00
Matthias
9c8c7a03a1 Improve typehint 2022-09-11 14:59:39 +02:00
Matthias
ccc70a21f2 Update pairs_file cli argument description 2022-09-11 14:59:39 +02:00
Matthias
4476b5a7f4 add user_data arg to test-pairlist 2022-09-11 14:59:39 +02:00
Timothy Pogue
ed4ba8801f more emc tests 2022-09-10 23:57:17 -06:00
Timothy Pogue
0f8eaf98e7 Merge branch 'develop' into feat/externalsignals 2022-09-10 15:14:10 -06:00
Timothy Pogue
0bc18ea33c call websocket close in channel close 2022-09-10 15:12:18 -06:00
Emre
330d7068ab
Merge branch 'develop' into add-xgboostclassifier 2022-09-10 23:59:11 +03:00
Robert Caulk
075748b21a
Merge pull request #7392 from freqtrade/improve_ai_tests 
Improve freqai tests by utilizing parametrization
 2022-09-10 22:37:21 +02:00
Timothy Pogue
2afd5c202c update message parsing, tests 2022-09-10 14:29:15 -06:00
robcaulk
5a0cfee27e allow user to multithread jobs (advanced users only) 2022-09-10 22:16:49 +02:00
Robert Caulk
73e122ad10
Merge pull request #7391 from wagnercosta/fixBTfreqaiV2 
Fix FreaqAI backtesting - startup_candle_count bug
 2022-09-10 21:53:00 +02:00
Timothy Pogue
a7baccdb7d update log messages in emc, more tests 2022-09-10 13:44:27 -06:00
Timothy Pogue
866a564958 update emc start/shutdown, initial emc tests 2022-09-10 12:51:29 -06:00
Matthias
e4caccc353
Merge pull request #7367 from freqtrade/add-continual-learning 
add continual learning to catboost and friends
 2022-09-10 20:17:28 +02:00
Timothy Pogue
d8cdd92140 wrap background cleanup in finally, add tests 2022-09-10 11:47:21 -06:00
Wagner Costa Santos
311ae8bf1f freqai backtesting - add startup_candle_count at function description 2022-09-10 14:45:42 -03:00
Emre
60eb02bb62
Add XGBoostClassifier 2022-09-10 20:13:16 +03:00
Robert Caulk
2077f84f9b
Merge pull request #7363 from wagnercosta/fixHyperoptFreqai 
Fix hyperopt - freqai
 2022-09-10 17:02:01 +02:00
Robert Caulk
4a47c63f71
Merge pull request #7374 from th0rntwig/filter-constant-features 2022-09-10 16:58:58 +02:00
robcaulk
10b6aebc5f enable continual learning and evaluation sets on multioutput models. 2022-09-10 16:54:13 +02:00
Wagner Costa Santos
a1f88cca80 merge develop 2022-09-10 10:35:16 -03:00
Wagner Costa Santos
79985fda01 fix backtesting freqai startup candles bug 2022-09-10 10:27:17 -03:00
Matthias
4250174de9 Fix ws exception when no token is provided 2022-09-10 14:29:58 +02:00
Matthias
b344f78d00 Improve logic for token validation 2022-09-10 14:20:49 +02:00
Matthias
5705b8759b Merge branch 'develop' into add-continual-learning 2022-09-10 08:24:04 +02:00
robcaulk
05581db4e3 ensure columns are only dropped in training 2022-09-09 20:37:21 +02:00
Matthias
939fb7acb3 Fix enum imports 2022-09-09 20:31:30 +02:00
Matthias
97be3318f4 Use Datetime_format from constants 2022-09-09 20:31:02 +02:00
Matthias
37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Timothy Pogue
6cbc03a96a support jwt token in place of ws token 2022-09-09 11:38:42 -06:00
robcaulk
a826c0eb83 ensure signatures match, reduce verbosity 2022-09-09 19:30:53 +02:00
Emre
acb410a0de Remove verbosity params 2022-09-09 19:30:53 +02:00
Emre
df6e43d2c5 Add XGBoostRegressorMultiTarget class 2022-09-09 19:30:53 +02:00
Emre
1b6410d7d1 Add XGBoostRegressor for freqAI, fix mypy errors 2022-09-09 19:30:53 +02:00
Timothy Pogue
09679cc798 fix dependency 2022-09-09 11:27:20 -06:00
Wagner Costa Santos
d38cc06139 Fix freqai backtesting time range issue 2022-09-09 19:27:05 +02:00
Timothy Pogue
426f8f37e9 change var names 2022-09-09 10:45:49 -06:00
Matthias
e256ebd727 Add ws_token to auto-generated config 2022-09-09 07:13:05 +02:00
Timothy Pogue
75cf8dbfe4 missed await 2022-09-08 15:11:36 -06:00
robcaulk
c5d9180758 isort 2022-09-08 22:35:52 +02:00
robcaulk
bc7295579f improve docs, make example strat hyperoptable 2022-09-08 22:22:50 +02:00
Timothy Pogue
2b9c8550b0 moved ws_schemas, first ws tests 2022-09-08 13:58:28 -06:00
Timothy Pogue
b9e7af1ce2 fix ws token auth 2022-09-08 11:25:30 -06:00
Timothy Pogue
fac6626459 update default timeouts 2022-09-08 10:54:31 -06:00
Timothy Pogue
b3b0c918d9 cleanup old code 2022-09-08 10:44:03 -06:00
Timothy Pogue
379b1cbc90 remove unnecessary returns 2022-09-08 10:37:41 -06:00
Timothy Pogue
df3c126146 fix mypy error 2022-09-08 10:34:37 -06:00
Timothy Pogue
4104d0f68a Merge branch 'develop' into feat/externalsignals 2022-09-08 10:19:23 -06:00
Matthias
883abe5b4f
Merge pull request #7379 from freqtrade/fix/keyerror_fundingfee 
Fix keyerror fundingfee update
 2022-09-08 12:06:52 +02:00
Matthias
9ef0ffe277 Update tests for funding-Fee exceptions 2022-09-08 07:19:17 +00:00
Matthias
791f61c089 Add test case for funding fee update failure 2022-09-08 07:13:15 +00:00
Matthias
b91ad609f2
Merge pull request #7370 from wizrds/feat/suffix-merge-informative 
Add optional `suffix` parameter to `merge_informative_pair`
 2022-09-08 08:08:55 +02:00
Matthias
39b6cadd14 Test keyerror case for funding_Fee calculation 2022-09-08 07:24:57 +02:00
Matthias
4e15611b05 Don't crash in case of funding fee fetch error 2022-09-08 07:18:38 +02:00
Matthias
045c3f0f3a Reduce diff by avoiding unnecessary changes 2022-09-08 07:01:37 +02:00
Matthias
f3417a8690 Revert condition sequence to simplify conditions 2022-09-08 06:59:14 +02:00
Matthias
20bf44a856
Merge pull request #7375 from freqtrade/combine-metrics 
ensure inlier metric can be combined with other cleaning methods
 2022-09-08 06:43:02 +02:00
Timothy Pogue
a50923f796 add producers attribute to dataprovider 2022-09-07 17:14:26 -06:00
Wagner Costa Santos
f4f2884a66 Fix freqai backtesting time range issue 2022-09-07 18:52:58 -03:00
Timothy Pogue
1ef1fc269e docstring and tests 2022-09-07 15:26:38 -06:00
Timothy Pogue
5934495dda add websocket request/message schemas 2022-09-07 15:08:01 -06:00
Wagner Costa Santos
bf3ee51167 validate freqai hyperopt with freqai enabled param 2022-09-07 14:42:05 -03:00
Matthias
f8e7ed5d7d Reduce shutdown verbosity of exchange 2022-09-07 19:28:42 +02:00
Matthias
a9fd12b816 Allow more dynamic timeframes by disabling "choice" 
part of #7366
 2022-09-07 19:28:42 +02:00
robcaulk
e51d352777 ensure pca is handling same DF as inlier 2022-09-07 19:11:54 +02:00
robcaulk
4c9ac6b7c0 add kwargs, reduce duplicated code 2022-09-07 18:58:55 +02:00
Timothy Pogue
5d338e697c change window to timeperiod in hybrid 2022-09-07 18:49:47 +02:00
Timothy Pogue
48cadbf933 remove duplicate line, change window to timeperiod 2022-09-07 18:49:47 +02:00
robcaulk
ea7bdac9ed ensure inlier metric can be combined with other cleaning methods 2022-09-07 18:45:16 +02:00
Matthias
322f00e3e8 Fix empty entry message if order doesn't fill immediately 
closes #7368
 2022-09-07 18:19:43 +02:00
th0rntwig
cdc72bf8ca Correct indexing 2022-09-07 18:14:13 +02:00
th0rntwig
047ded1baa Check for constant columns 2022-09-07 17:47:27 +02:00
Timothy Pogue
2c9b765953 add suffix parameter 2022-09-07 09:35:37 -06:00
Wagner Costa Santos
972b699105 hyperopt - freqai - change validation to config_validation 2022-09-07 11:11:31 -03:00
wagnercosta
6b7644029c
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-07 11:07:51 -03:00
Matthias
c08c82bc40
Merge pull request #7322 from freqtrade/add-inlier-metric 
Add inlier metric
 2022-09-07 07:05:57 +02:00
Matthias
4d69df08dd trunc to amount precision before checking valid partial exits 
closes #7368
 2022-09-07 06:43:08 +02:00
Matthias
95a33ab2e6 Add amount_to_contract helper in the exchange 2022-09-07 06:34:03 +02:00
Timothy Pogue
8bfaf0a998 Merge branch 'develop' into feat/externalsignals 2022-09-06 13:02:36 -06:00
Wagner Costa Santos
e0490b3efc Merge branch 'fixHyperoptFreqai' of https://github.com/wagnercosta/freqtrade into fixHyperoptFreqai 2022-09-06 15:43:08 -03:00
Wagner Costa Santos
8d16dd804d hyperopt - freqai - docs and refactoring 2022-09-06 15:42:47 -03:00
Timothy Pogue
b1c0267449 mypy fixes 2022-09-06 12:40:58 -06:00
Robert Caulk
d7585161b2
Merge branch 'develop' into add-inlier-metric 2022-09-06 20:40:21 +02:00
wagnercosta
55195260e4
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-06 15:32:28 -03:00
robcaulk
97077ba18a add continual learning to catboost and friends 2022-09-06 20:30:46 +02:00
Matthias
dc4a4bdf09 Wrap cleanup in try/finally handler 
If a database has errors, the database cleanups would fail, causing
cleanup to be incomplete.

closes #7364
 2022-09-06 20:26:42 +02:00
Timothy Pogue
3535aa7724 add last_analyzed to emitted dataframe 2022-09-06 12:12:05 -06:00
robcaulk
d44296783e isort datakitchen 2022-09-06 20:10:12 +02:00
robcaulk
e83c9b276d fix whitespace 2022-09-06 19:56:52 +02:00
Matthias
f2f811a2fe Fix telegram bug with open partial exit orders 2022-09-06 19:55:18 +02:00
robcaulk
4b28d0495f fix timestamping, move imports, add words to doc 2022-09-06 19:46:58 +02:00
Matthias
98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling 
Fix/fundingfee handling
 2022-09-06 19:21:40 +02:00
wagnercosta
1820bc6832
Merge branch 'freqtrade:develop' into fixHyperoptFreqai 2022-09-06 10:02:17 -03:00
Matthias
3f3099cbfc
Merge pull request #7361 from italodamato/develop 
fix hyperopt df preprocessing
 2022-09-06 07:26:14 +02:00
Timothy Pogue
38f14349e9 move bytes decoding to serializer 2022-09-05 23:25:25 -06:00
Matthias
d526dfb171 Revert some more changes in rpc_manager 2022-09-06 07:03:31 +02:00
Matthias
4dec19de9f Add comment to explain why we use the non-trimmed DF 2022-09-06 06:52:50 +02:00
Timothy Pogue
a0d774fdc4 change default initial candle limit to 1500 2022-09-05 20:23:00 -06:00
Timothy Pogue
b949ea301c fix failed apiserver tests 2022-09-05 19:29:07 -06:00
Timothy Pogue
cd8455ccb7 Merge branch 'develop' into feat/externalsignals 2022-09-05 15:10:25 -06:00
Wagner Costa Santos
2c8e5b191b fix hyperopt - freqai 2022-09-05 17:43:55 -03:00
Wagner Costa Santos
5b826150df fix hyperopt - freqai 2022-09-05 17:43:28 -03:00
Timothy Pogue
8f261d8edf change from bytes to text in websocket, remove old logs 2022-09-05 13:47:17 -06:00
Matthias
36e5c18fa6 Don't raise exception when a message is not implemented in telegram 2022-09-05 20:54:03 +02:00
Italo
9f5642fd97 fix hyperopt df preprocessing 2022-09-05 18:12:19 +02:00
robcaulk
78d01810ed reduce code redundancy, ensure live always gets the latest data 2022-09-05 00:12:00 +02:00
Wagner Costa Santos
d43ed186fc fix issue with freqai backtesting at slice dataframe 2022-09-05 00:12:00 +02:00
Timothy Pogue
8a08f8ff8d revert rpc manager 2022-09-04 10:27:34 -06:00
Timothy Pogue
07f806a314 minor improvements, fixes, old config+constant removal 2022-09-04 10:22:10 -06:00
Timothy Pogue
1601868854 dataprovider fix, updated config example 2022-09-04 09:42:43 -06:00
Robert Caulk
956ea43e55
Merge pull request #7340 from wizrds/sigint-freqai 
Support SIGINT in FreqAI
 2022-09-04 16:43:36 +02:00
robcaulk
ec76214d02 backup historical predictions pickle and load the backup in case of corruption 2022-09-04 15:56:07 +02:00
Timothy Pogue
3b5e5fc57b fix method name in dummy class 2022-09-03 14:10:23 -06:00
Robert Caulk
8545d74378
Merge pull request #7331 from th0rntwig/pca 
Normalise PCA space
 2022-09-03 21:49:54 +02:00
Timothy Pogue
dae3b3d86a support shutting down freqai 2022-09-03 13:24:14 -06:00
Matthias
16573b19e3 Fix migration syntax error 2022-09-03 19:51:44 +02:00
robcaulk
5cfb4154eb revert all changes in normalize_data() 2022-09-03 19:48:30 +02:00
Robert Caulk
63514b0443
Merge pull request #7325 from wagnercosta/develop 
Improve Freqai backtesting performance
 2022-09-03 19:28:04 +02:00
robcaulk
c21808ff98 remove metadata redundancy, fix pca bug 2022-09-03 16:54:30 +02:00
robcaulk
c9be66b5b6 increase test coverage for dk, improve function naming, extra cleaning 2022-09-03 15:52:29 +02:00
Matthias
ed4cc18cdd Migration to check order funding fee 2022-09-03 15:19:40 +02:00
Matthias
0f483ee31f Use "since last order" approach for live as well. 2022-09-03 15:01:42 +02:00
Matthias
0c6a02687a Don't calculate funding fees if we're not going to use them. 2022-09-03 15:01:42 +02:00
Matthias
df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias
80b5f035ab Remove typo in log message 2022-09-03 15:01:28 +02:00
robcaulk
599c1c79fb reorganized backtest utilities, test new functionality, improve/update doc 2022-09-03 14:00:01 +02:00
Wagner Costa Santos
af5460cebf Add option to keep models only in memory for backtest 2022-09-02 22:01:53 -03:00
Timothy Pogue
05cbcf834c minor logging changes 2022-09-02 16:01:33 -06:00
Timothy Pogue
cf917ad2f5 initial candle request limit, better error reporting, split up _handle_producer_connection 2022-09-02 15:05:16 -06:00
Matthias
b26126cb57 Don't use ticker['symbol'] but use "pair" instead 
closes #7262
 2022-09-02 20:09:30 +02:00
Timothy Pogue
5b0b802f31 hybrid json ws serializer 2022-09-02 00:05:36 -06:00
Timothy Pogue
eb4cd6ba82 split initial data into separate requests 2022-09-01 23:52:13 -06:00
Timothy Pogue
dccde88c83 fix dataframe serializing 2022-09-01 23:15:03 -06:00
Matthias
b53791fef2 Futures volumepairlist to account for contract size 2022-09-02 07:11:32 +02:00
Timothy Pogue
00f35f4870 remove old constant, add initial_data requesting, minor changes 2022-09-01 20:06:36 -06:00
th0rntwig
11b2bc269e Added missing s 2022-09-01 22:37:32 +02:00
th0rntwig
3f8400df10 Normalise PCA space 2022-09-01 21:51:33 +02:00
Matthias
11fbfd3402 Remove unnecessary assignment 2022-09-01 19:39:20 +02:00
Wagner Costa Santos
d6e115178a refactoring freqai backtesting - remove duplicate code 2022-09-01 07:09:23 -03:00
Matthias
f3c73189d5 Remove pointless default on wallet_balance argument 2022-09-01 06:49:51 +02:00
Matthias
ba2eb7cf0f Fix BNB fee bug when selling 
thanks @epigramx, for reporting and for the detailed data.
 2022-09-01 06:42:51 +02:00
Wagner Costa Santos
44d3a9140d Merge branch 'develop' of https://github.com/wagnercosta/freqtrade into develop 2022-08-31 15:37:06 -03:00
Wagner Costa Santos
7bed0450d2 pr review - refactoring backtesting freqai 2022-08-31 15:36:29 -03:00
Timothy Pogue
c72a2c26c7 remove external pairlist 2022-08-31 12:06:24 -06:00
Timothy Pogue
6e8abf8674 add producer name to required fields in config 2022-08-31 11:58:58 -06:00
wagnercosta
3d4497467c
Merge branch 'freqtrade:develop' into develop 2022-08-31 14:47:06 -03:00
Timothy Pogue
865b34cd6f add producer names 2022-08-31 11:43:02 -06:00
Timothy Pogue
510cf4f305 remove data waiting, remove explicit analyzing of external df 2022-08-31 10:40:26 -06:00
Wagner Costa Santos
df51da22ee refactoring freqai backtesting 2022-08-31 11:23:48 -03:00
Matthias
57ff6f8ac5 Init timerange object properly 2022-08-31 10:28:31 +00:00
Matthias
13ccd940d5 Remove startup_candle_count from freqai sample config to avoid confusion 2022-08-31 10:27:08 +00:00
Matthias
7ba4fda5d7 Implement PR feedback 2022-08-31 10:26:47 +00:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Timothy Pogue
115a901773 minor fix for conditional in handle func 2022-08-30 19:34:43 -06:00
Timothy Pogue
ddc45ce2eb message handling fix, data waiting fix 2022-08-30 19:30:14 -06:00
Timothy Pogue
346e73dd75 client implementation, minor fixes 2022-08-30 19:21:34 -06:00
Matthias
c9aa09ec89 Simplify base fee handling 2022-08-30 20:46:06 +02:00
robcaulk
7e8e29e42d use continuous value for inlier_metric 2022-08-30 20:41:37 +02:00
Timothy Pogue
418bd26a80 minor fixes, rework consumer request, update requirements.txt 2022-08-30 11:04:16 -06:00
robcaulk
7f52908e87 ensure the lost points are prepended for FreqUI 2022-08-30 18:55:58 +02:00
robcaulk
a58dd0bbf9 add noise feature, improve docstrings 2022-08-30 18:26:24 +02:00
robcaulk
b11742a4c5 integrate inlier metric function 2022-08-30 18:26:24 +02:00
th0rntwig
d3cb211283 Add inlier metric computation 2022-08-30 18:26:24 +02:00
th0rntwig
50e2808667
Fix bug in DI (#7321) 2022-08-30 12:54:39 +02:00
Timothy Pogue
47f7c384fb consumer subscriptions, fix serializer bug 2022-08-29 15:48:29 -06:00
Timothy Pogue
7952e0df25 initial rework separating server and client impl 2022-08-29 13:41:15 -06:00
robcaulk
62c0a174c8 allow users to properly reverse train-test data ordering 2022-08-29 11:04:58 +02:00
Matthias
27a9f98d5f Simplify liquidation price structure, improve test cov 2022-08-29 07:04:48 +02:00
Matthias
226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias
4def3678b7
Merge pull request #7298 from freqtrade/tif_align 
align TimeInForce to ccxt usage
 2022-08-29 06:36:51 +02:00
Matthias
8be8a12cc4
Merge pull request #7260 from JohanVlugt/develop 
Example FreqAI hybrid strategy
 2022-08-29 06:34:45 +02:00
Matthias
40c00d2d8f Version bump dev version to 2022.9 2022-08-29 06:34:20 +02:00
Timothy Pogue
8c4e68b8eb updated example configs 2022-08-28 13:00:52 -06:00
Robert Caulk
39a739eadb
Merge pull request #7296 from th0rntwig/dbscan 
Improve MinPts calculation in DBSCAN, add outlier protection, and add data_kitchen tests
 2022-08-28 14:37:47 +02:00
robcaulk
fcb5d1cb5a remove debugging flag 2022-08-28 13:01:39 +02:00
robcaulk
dd628eb525 add tests for outlier detection and removal functions 2022-08-28 12:56:39 +02:00
robcaulk
1e41c773a0 fix outlier protection 2022-08-28 12:11:29 +02:00
smarmau
ff3a4995c1 remove unnecessary code 2022-08-28 11:45:20 +02:00
Matthias
b9f35cadb3 add /stopentry alias for /stopbuy 2022-08-28 11:37:22 +02:00
smarmau
005594c29c simplify hybrid template 2022-08-28 11:29:48 +02:00
th0rntwig
71f7d68783 Fixed mypy error 2022-08-27 12:44:55 +02:00
Matthias
c61b986c3d FTX - support time_in_force (and PO ordertype) 
closes #7175
 2022-08-27 10:30:38 +02:00
Matthias
104a73025d Uppercase TimeInForce (align with ccxt) 2022-08-27 10:30:06 +02:00
Matthias
6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator 
Add flag to move hyperopt populate_indicators to epoch
 2022-08-27 09:21:16 +02:00
Matthias
2b70c3d0c0 support price callback for partial exits in bt 
This will align results to how live works.
closes #7292
 2022-08-27 08:50:09 +02:00
Timothy Pogue
05ca673883 Catch status code errors 2022-08-27 00:06:03 -06:00
Timothy Pogue
fcceb744c5 Add janus to requirements.txt 2022-08-26 23:43:05 -06:00
Timothy Pogue
2b5f067877 Refactoring, minor improvements, data provider improvements 2022-08-26 23:40:13 -06:00
Matthias
9204f01312 Don't lock pairs on partial exit 2022-08-27 07:23:02 +02:00
elintornquist
86c5ac44e4 Add outlier percentage check 2022-08-26 23:05:07 +02:00
Matthias
01126c43f7 Fix liquidation price tier calculation 
closes #7294
 2022-08-26 20:14:24 +02:00
Matthias
753d1b2aad Update leverage tier terminology to be clear and aligned with ccxt 2022-08-26 19:34:51 +02:00
elintornquist
b2d664c63c Change MinPts calculation 2022-08-26 18:57:27 +02:00
robcaulk
bb3523f383 download data homogeneously across timeframes 2022-08-26 18:51:42 +02:00
robcaulk
e7261cf515 add freqai utils.py file 2022-08-26 15:30:28 +02:00
robcaulk
65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live 
closes #7293
 2022-08-25 20:36:17 +02:00
Matthias
1fd223c815
Update --prepend help string 
closes #7290
 2022-08-25 17:03:41 +02:00
Matthias
f2a356a80c Fix some imports 2022-08-25 07:08:58 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Timothy Pogue
d474111a65 Renamed to external signals, controller class refactored 2022-08-24 22:42:29 -06:00
Timothy Pogue
592373f096 Remove pairlist waiting, add .db files to .gitignore 2022-08-24 18:30:30 -06:00
Matthias
32faad9333 Fix backtest calculation problem with DCA 
closes #7287
 2022-08-24 20:36:08 +02:00
Matthias
a6d78a8615 initialize Since parameter properly 
closes #7285
 2022-08-23 06:43:04 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close 
closes #7279
 2022-08-23 06:37:38 +02:00
Matthias
78b161e14c add contract_size to database 2022-08-23 06:37:38 +02:00
Matthias
6036018f35 Extract contracts_to_amount and amount_to_contracts to standalone functions 2022-08-23 06:37:38 +02:00
Matthias
5f38a574ce Add okx broker id 2022-08-23 06:37:38 +02:00
th0rntwig
5ce1c69803
Improve DBSCAN epsilon identification (#7269) 
* Improve DBSCAN epsilon identification
 2022-08-22 19:57:20 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
robcaulk
96d8882f1e Plug mem leak, add training timer 2022-08-22 13:30:30 +02:00
Matthias
f55d5ffd8c Don't fail when --strategy-path is not a valid directory. 
closes #7264
 2022-08-22 09:20:14 +00:00
Timothy Pogue
4fa01548f6 Remove old var from strategy interface 2022-08-21 22:49:42 -06:00
Timothy Pogue
6f5478cc02 DataFrame transmission, strategy follower logic 2022-08-21 22:45:36 -06:00
Matthias
015be770c3 ccxt now defaults to base volume for all markets 2022-08-22 06:42:14 +02:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
87a3115073 Add get_open_trade_count() to simplify getting open trade count. 2022-08-21 17:08:27 +02:00
Matthias
6189aa817c Fix HybridExample formatting 2022-08-20 19:50:18 +02:00
robcaulk
64b0834437 add credit in docstring 2022-08-20 17:04:38 +02:00
robcaulk
90c03178b1 provide user directions, clean up strategy, remove unnecessary code. 2022-08-20 17:02:18 +02:00
Matthias
cdd4745693
Merge pull request #7263 from freqtrade/okx_cache_tiers 
Okx cache tiers
 2022-08-20 15:18:13 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
738e95b875 Add tests for leverage tiers caching 2022-08-20 13:54:54 +02:00
Matthias
b6e8b9df35 Use cached leverage tiers 2022-08-20 13:01:58 +02:00
Matthias
52ec0d1046 Update binance Leverage tiers 2022-08-20 11:53:15 +02:00
Matthias
0da0600836 Have backtesting respect tradable size 
closes #7161
 2022-08-20 11:41:11 +02:00
Matthias
54ddc1a4c2 Add --tradingmode alias 2022-08-20 11:24:20 +02:00
Matthias
aa3da092a0 Dont' use classProperty - that's not supported on 3.8 2022-08-20 10:55:52 +02:00
Matthias
01d45ed12e
Merge pull request #7257 from freqtrade/feat/list-pair-time 
Get min/max data in list-data command
 2022-08-20 08:16:52 +02:00
Matthias
7b8b73e651
Merge pull request #7243 from lolongcovas/newbranch_test 
Improve PCA and pairwise distance calcs
 2022-08-20 08:13:40 +02:00
Timothy Pogue
739b68f8fd ExternalPairList plugin 2022-08-19 22:40:01 -06:00
Johan van der Vlugt
b44bd0171c
Example Classifier strat 2022-08-19 19:10:37 +02:00
Matthias
b9d48c3278 use numbers in HyperoptState properly ... 2022-08-19 15:40:06 +02:00
Matthias
bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias
09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias
08ef5ad2d8 Add HyperoptState enum and container class 2022-08-19 15:11:43 +02:00
Matthias
1c6f966579 Hyperopt: simplify parameter "can_optimize" handling 2022-08-19 15:03:03 +02:00
Matthias
16af10a5bc Update notebook sample with simplified datadir configuration 
closes #7252
 2022-08-19 14:05:27 +02:00
Matthias
b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias
7d84ef2e2c Remove unused imports 2022-08-19 13:45:10 +02:00
longyu
521381ebf0 undo example strategy newline 2022-08-19 12:40:03 +02:00
Matthias
b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias
975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00
Timothy Pogue
6834db11f3 minor improvements and pairlist data transmission 2022-08-19 00:06:19 -06:00
Matthias
42eb508515 Attempt fix of #7184 2022-08-19 07:09:46 +02:00
Matthias
76a3e97e05 Add migrations end message 
closes #7251
 2022-08-19 06:39:51 +02:00
Timothy Pogue
9f6bba40af initial concept for replicate, basic leader and follower logic 2022-08-18 20:10:58 +02:00
Matthias
70a77ba3d9 Check for "last" availability in PrecisionFilter 
closes #7250
 2022-08-18 20:07:50 +02:00
longyu
1fada53ddd remove newline 2022-08-18 19:40:00 +02:00
Matthias
85b43ec1a1 Remove double-check for "isolated margin" 2022-08-18 15:23:58 +02:00
Matthias
fde469a253 Remove unnecessary check 2022-08-18 14:53:44 +02:00
Matthias
075e9b8526 Log Exchange responses for set_leverage 2022-08-18 09:52:03 +02:00
Matthias
46e8d9a5e4 Reduce verbosity when whitelist is empty 2022-08-18 09:09:37 +02:00
Matthias
0461a89348 Fix test failures 2022-08-18 07:20:49 +02:00
longyu
f70b0bab80 remove line 2022-08-17 23:49:20 +02:00
Matthias
66910bfe63 Don't fail if mark candles are missing 
closes #7239
 2022-08-17 20:01:57 +02:00
robcaulk
88dd9920ea sort imports for isort 2022-08-17 16:38:09 +02:00
robcaulk
5155afb4e7 clean up code remnants 2022-08-17 15:22:48 +02:00
robcaulk
0c34104e45 extract download-data from freqai to prepare for future async changes 2022-08-17 15:18:44 +02:00
longyu
9c38c27eed ignore sample itself distance for avg_mean_dist computation 2022-08-17 15:09:57 +02:00
longyu
72c34291e3 newline 2022-08-17 15:09:10 +02:00
Matthias
3983368228 gateio futures is showing base currency in volume! 2022-08-17 14:51:48 +02:00
Matthias
83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs 
Precise calcs
 2022-08-17 14:32:02 +02:00
Matthias
c615e1bc62 Avoid loop error during ccxt tests 2022-08-17 14:31:40 +02:00
Matthias
e7902bffa0 Remove checks for dataprovider existance - it's available in all modes. 2022-08-17 10:57:25 +02:00
Matthias
8d182768f9 stoploss should also use trimmed prices 2022-08-17 09:57:11 +02:00
Matthias
0b0e7eaf96 Mutex TTL Cache accesses which can be accessed by multiple threads 
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.

source: https://github.com/tkem/cachetools/issues/245

closes #7215
 2022-08-16 19:48:21 +02:00
Matthias
24690c1918 Don't convert open_rate to precision 
this may cause more problems than it solves.
 2022-08-16 18:32:00 +02:00
Matthias
3b44dc52e1 Minor corrections 2022-08-16 18:10:48 +02:00
Matthias
ea6bc47d7a gateio default configs should specify unknown_fee_rate 2022-08-16 17:26:53 +02:00
Matthias
a1e4fbf313 Run price_to_precision for dry-run orders 2022-08-16 17:23:49 +02:00
Matthias
1ac81aa316 Show message if fee update failed due to missing 
closes #7234
 2022-08-16 17:09:23 +02:00
robcaulk
4c0fda400f fix input shape warning for LGBMClassifier, add sample_weights/eval_weights 2022-08-16 11:41:53 +02:00
Matthias
fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias
96d2f61812 Properly round timestamps to avoid constant log messages 2022-08-16 10:22:59 +02:00
Matthias
15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias
a73e4f8e41 Truncate amount before comparing for closure 2022-08-16 09:49:53 +02:00
Matthias
2fb7a3091d Improve backfill of precisions 2022-08-16 09:32:31 +02:00
Matthias
711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias
a5b438e41e Run price_to_precision for dry-run orders 2022-08-16 09:28:23 +02:00
Matthias
1dd56e35d5 Ensure comparisions align when closing a trade 2022-08-16 08:21:02 +02:00
Matthias
e818797427 Minor fix in amount_to_precision logic 2022-08-15 20:29:05 +02:00
Matthias
c0bdb71810 Update docstring 2022-08-15 20:06:29 +02:00
Matthias
f2b6ff910f Accept wrong pair in get_precision_amount 2022-08-15 20:05:22 +02:00
Matthias
09ee9089fb
Merge pull request #6832 from freqtrade/feat/freqai 
Freqai: an interface for users to build/train/backtest predictive models and run them live
 2022-08-15 20:03:08 +02:00
Matthias
e6af9a6903 Allow empty precisionMode on conversions 2022-08-15 20:00:15 +02:00
Matthias
c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias
22241c55d5 Add methods to get precision_amount from markets 2022-08-15 19:56:25 +02:00
Matthias
15e85797c2 Simplify to_precision tests and imports 2022-08-15 08:51:15 +02:00
Matthias
6c32331740 Move precision calculations to standalone functions 2022-08-15 08:43:58 +02:00
Matthias
c7e1719215 Fix interface import sorting 2022-08-15 06:53:02 +02:00
robcaulk
006b11e5d5 fix leftover bug in indicator population 2022-08-14 21:42:55 +02:00
robcaulk
8961b8d560 merge in inference timer and historic predictions handling improvements. 2022-08-14 20:31:15 +02:00
robcaulk
ad846cdb76 fix lock bug, update docstring 2022-08-14 20:24:29 +02:00
Matthias
464d99808f Update doc table formatting 2022-08-14 18:22:01 +02:00
Matthias
a29402ddde Rename and move analysis_lock to data_kitchen 2022-08-14 17:23:14 +02:00
Matthias
3a9ec76c91 Move "freqai.lock" to backend to simplify user interface 2022-08-14 17:19:50 +02:00
Matthias
044cf8bb2e Allow new whitelist combination in "button" commands 2022-08-14 08:41:25 +02:00
Matthias
22ac291c3a
Merge pull request #7211 from ecoppen/rpc/whitelist_options 
Optional /whitelist args - sorted, nobase
 2022-08-14 08:26:21 +02:00
Robert Caulk
c9c128f781 finalize logo, improve doc, improve algo overview, fix base tensorflowmodel for mypy 2022-08-14 02:49:01 +02:00
robcaulk
58de20af0f make BaseClassifierModel. Add predict_proba to lightgbm 2022-08-13 20:07:31 +02:00
robcaulk
31be707cc8 clean up code, add docstrings 2022-08-13 19:40:24 +02:00
robcaulk
3e38c1b0bd take dynamic sized tail off historic_predictions as return dataframe to strategy. 2022-08-13 19:40:24 +02:00
robcaulk
7d448fd4ac allow fit_live_predictions access to current pair 2022-08-13 19:40:24 +02:00
robcaulk
1f192be43b avoid denormalizing labels twice 2022-08-13 19:40:24 +02:00
robcaulk
b1b76a2dbe debug classifier with predict proba 2022-08-13 19:40:24 +02:00
robcaulk
23cc21ce59 add predict_proba to base classifier, improve historic predictions handling 2022-08-13 19:40:24 +02:00
Matthias
7075b00e20 Remove odd dry run stoploss behavior 
closes #7208
 2022-08-13 11:37:23 +02:00
Matthias
5aaab75d1c Add test for dynamic_pairlist_expand 2022-08-13 10:18:57 +02:00
Matthias
b682fc446e Graciously fail if strategy has freqAI code, but freqAI is not enabled. 2022-08-13 09:53:18 +02:00
Matthias
3918f4abbd Simplify strategy interface by removing explicit self.freqai_info assignment 2022-08-13 09:27:56 +02:00
Matthias
3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag 
aligns with how other optional modules work in freqtrade.
 2022-08-13 09:24:04 +02:00
Matthias
f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias
e3a5b97b45 Update recalc_from_trades to use FtPrecise 2022-08-13 08:43:56 +02:00
Matthias
3bcb47d75d Remove usage of Decimal 2022-08-13 08:43:56 +02:00
Matthias
902afc2f02 Use FtPrecise in interest calculation 2022-08-13 08:43:56 +02:00
Matthias
0e61c2d057 Replace Decimal with FtPrecise in trade_model 2022-08-13 08:43:56 +02:00
Matthias
df701b5862 Merge branch 'develop' into feat/freqai 2022-08-13 08:43:24 +02:00
ecoppen
923f73a516 nobase -> baseonly 2022-08-12 19:56:46 +01:00